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Currency package update (#247)

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* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
This commit is contained in:
Ryan O'Hara-Reid
2019-03-19 11:49:05 +11:00
committed by Adrian Gallagher
parent ed760e184e
commit 0990f9d118
189 changed files with 11982 additions and 8055 deletions
Download Patch File Download Diff File Expand all files Collapse all files

24
exchanges/bitflyer/bitflyer.go
View File

@@ -10,7 +10,7 @@ import (
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/symbol"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -115,9 +115,9 @@ func (b *Bitflyer) Setup(exch config.ExchangeConfig) {
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.Websocket.SetWsStatusAndConnection(exch.Websocket)
b.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
b.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
b.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
b.BaseCurrencies = exch.BaseCurrencies
b.AvailablePairs = exch.AvailablePairs
b.EnabledPairs = exch.EnabledPairs
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
@@ -400,9 +400,9 @@ func (b *Bitflyer) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
case exchange.CryptocurrencyTradeFee:
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
case exchange.InternationalBankDepositFee:
fee = getDepositFee(feeBuilder.BankTransactionType, feeBuilder.CurrencyItem)
fee = getDepositFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.BankTransactionType, feeBuilder.CurrencyItem, feeBuilder.Amount)
fee = getWithdrawalFee(feeBuilder.BankTransactionType, feeBuilder.FiatCurrency, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
@@ -417,16 +417,18 @@ func calculateTradingFee(purchasePrice, amount float64) float64 {
return fee * amount * purchasePrice
}
func getDepositFee(bankTransactionType exchange.InternationalBankTransactionType, currency string) (fee float64) {
if bankTransactionType == exchange.WireTransfer && currency == symbol.JPY {
fee = 324
func getDepositFee(bankTransactionType exchange.InternationalBankTransactionType, c currency.Code) (fee float64) {
if bankTransactionType == exchange.WireTransfer {
if c.Item == currency.JPY.Item {
fee = 324
}
}
return fee
}
func getWithdrawalFee(bankTransactionType exchange.InternationalBankTransactionType, currency string, amount float64) (fee float64) {
func getWithdrawalFee(bankTransactionType exchange.InternationalBankTransactionType, c currency.Code, amount float64) (fee float64) {
if bankTransactionType == exchange.WireTransfer {
if currency == symbol.JPY {
if c.Item == currency.JPY.Item {
if amount < 30000 {
fee = 540
} else {

36
exchanges/bitflyer/bitflyer_test.go
View File

@@ -6,8 +6,7 @@ import (
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency/symbol"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
)
@@ -124,20 +123,20 @@ func TestGetExchangeStatus(t *testing.T) {
func TestCheckFXString(t *testing.T) {
t.Parallel()
p := pair.NewCurrencyPairDelimiter("FXBTC_JPY", "_")
p := currency.NewPairDelimiter("FXBTC_JPY", "_")
p = b.CheckFXString(p)
if p.FirstCurrency.String() != "FX_BTC" {
if p.Base.String() != "FX_BTC" {
t.Error("test failed - Bitflyer - CheckFXString() error")
}
}
func TestGetTickerPrice(t *testing.T) {
t.Parallel()
var p pair.CurrencyPair
var p currency.Pair
currencies := b.GetAvailableCurrencies()
for _, pair := range currencies {
if pair.Pair().String() == "FXBTC_JPY" {
if pair.String() == "FXBTC_JPY" {
p = pair
break
}
@@ -152,13 +151,10 @@ func TestGetTickerPrice(t *testing.T) {
func setFeeBuilder() exchange.FeeBuilder {
return exchange.FeeBuilder{
Amount: 1,
Delimiter: "",
FeeType: exchange.CryptocurrencyTradeFee,
FirstCurrency: symbol.BTC,
SecondCurrency: symbol.LTC,
IsMaker: false,
Pair: currency.NewPair(currency.BTC, currency.LTC),
PurchasePrice: 1,
CurrencyItem: symbol.JPY,
FiatCurrency: currency.JPY,
BankTransactionType: exchange.WireTransfer,
}
}
@@ -220,7 +216,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankDepositFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankDepositFee
feeBuilder.CurrencyItem = symbol.JPY
feeBuilder.FiatCurrency = currency.JPY
if resp, err := b.GetFee(feeBuilder); resp != float64(324) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(324), resp)
t.Error(err)
@@ -229,7 +225,7 @@ func TestGetFee(t *testing.T) {
// InternationalBankWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.InternationalBankWithdrawalFee
feeBuilder.CurrencyItem = symbol.JPY
feeBuilder.FiatCurrency = currency.JPY
if resp, err := b.GetFee(feeBuilder); resp != float64(540) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(540), resp)
t.Error(err)
@@ -295,10 +291,10 @@ func TestSubmitOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
var p = pair.CurrencyPair{
Delimiter: "",
FirstCurrency: symbol.LTC,
SecondCurrency: symbol.BTC,
var p = currency.Pair{
Delimiter: "",
Base: currency.LTC,
Quote: currency.BTC,
}
_, err := b.SubmitOrder(p, exchange.BuyOrderSide, exchange.MarketOrderType, 1, 1, "clientId")
if err != common.ErrNotYetImplemented {
@@ -314,7 +310,7 @@ func TestCancelExchangeOrder(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.LTC, symbol.BTC)
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
@@ -337,7 +333,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
t.Skip("API keys set, canManipulateRealOrders false, skipping test")
}
currencyPair := pair.NewCurrencyPair(symbol.LTC, symbol.BTC)
currencyPair := currency.NewPair(currency.LTC, currency.BTC)
var orderCancellation = exchange.OrderCancellation{
OrderID: "1",
WalletAddress: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
@@ -357,7 +353,7 @@ func TestWithdraw(t *testing.T) {
TestSetup(t)
var withdrawCryptoRequest = exchange.WithdrawRequest{
Amount: 100,
Currency: symbol.BTC,
Currency: currency.BTC,
Address: "1F5zVDgNjorJ51oGebSvNCrSAHpwGkUdDB",
Description: "WITHDRAW IT ALL",
}

46
exchanges/bitflyer/bitflyer_wrapper.go
View File

@@ -5,7 +5,7 @@ import (
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
@@ -49,12 +49,12 @@ func (b *Bitflyer) Run() {
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitflyer) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bitflyer) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
p = b.CheckFXString(p)
tickerNew, err := b.GetTicker(p.Pair().String())
tickerNew, err := b.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
@@ -66,12 +66,16 @@ func (b *Bitflyer) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.P
tickerPrice.Last = tickerNew.Last
tickerPrice.Volume = tickerNew.Volume
// tickerPrice.High
ticker.ProcessTicker(b.GetName(), p, tickerPrice, assetType)
err = ticker.ProcessTicker(b.GetName(), tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitflyer) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
func (b *Bitflyer) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
@@ -80,17 +84,17 @@ func (b *Bitflyer) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker
}
// CheckFXString upgrades currency pair if needed
func (b *Bitflyer) CheckFXString(p pair.CurrencyPair) pair.CurrencyPair {
if common.StringContains(p.FirstCurrency.String(), "FX") {
p.FirstCurrency = "FX_BTC"
func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
if common.StringContains(p.Base.String(), "FX") {
p.Base = currency.FX_BTC
return p
}
return p
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bitflyer) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), p, assetType)
func (b *Bitflyer) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
@@ -98,12 +102,12 @@ func (b *Bitflyer) GetOrderbookEx(p pair.CurrencyPair, assetType string) (orderb
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitflyer) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
p = b.CheckFXString(p)
orderbookNew, err := b.GetOrderBook(p.Pair().String())
orderbookNew, err := b.GetOrderBook(p.String())
if err != nil {
return orderBook, err
}
@@ -116,8 +120,16 @@ func (b *Bitflyer) UpdateOrderbook(p pair.CurrencyPair, assetType string) (order
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Size})
}
orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(b.Name, p, assetType)
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies on the
@@ -146,14 +158,14 @@ func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitflyer) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
func (b *Bitflyer) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitflyer) SubmitOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
func (b *Bitflyer) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
return submitOrderResponse, common.ErrNotYetImplemented
@@ -184,7 +196,7 @@ func (b *Bitflyer) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitflyer) GetDepositAddress(cryptocurrency pair.CurrencyItem, accountID string) (string, error) {
func (b *Bitflyer) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrNotYetImplemented
}